Ehler Fisher Transform Indicator Formula, Strategy

Ehler Fisher Transform Indicator

Ehler Fisher Transform indicator is designed to clearly spot major price reversals and visualize them. It is also a leading/lagging indicator of all the indicators present in Zerodha Kite. This is reflected in spots where the rate of change is the biggest. It is an indicator built on an oscillator that was developed by John Ehler, the author of the book MESA and Trading Market Cycles: Forecasting and Trading Strategies from the Creator of MESA (Wiley Trading Book 124).

Ehler Fisher Transform is based on the assumption that prices do not have a normal probability density function (Gaussian Probability Density Function). A Gaussian PDF is the bell-shaped curve of distribution where 68% of the samples fall within one standard deviation around the mean.

Ehler Fisher Transform Indicator FAQ

How do you use a Fisher transform indicator?

J.E. Ehlers introduced the Fisher transform indicator that transforms transfigures price into a Gaussian normal distribution. When the indicator hits the peak, it identifies “overbought” and hitting the bottom is “oversold” market conditions.

What is Ehler Fisher Transform Indicator?

Based on recent prices, the Ehler-Fisher Transform Indicator highlights when prices have moved to an extreme. This can help to identify spotting turning points in the price of an asset. The indicator also helps show the trend along with isolating the price waves within a trend.

Ehler Fisher Transform Formula

The Fisher Transform Indicator calculation is a little bit complex. If you follow and understand the formula properly, the concept will get clear.

Fisher Transform=21​∗ln(1−X1+X​)

Here, “ln” denotes the shorthand form of the natural logarithm.

And, X represents the transformation of price to a level between -1 and 1 for ease of calculation

Setting up the Ehler Fisher Transform Indicator on Charts

Now, let’s go through the main part of the article, setting up the indicator in your trading platform. Here, for your understanding purpose, I place two of the most popular charting platforms with the indicator. First, start with Zerodha Kite, then I will go for Upstox Pro.

Ehler Fisher Transform in Zerodha Kite

After opening the chart section in Zerodha Kite, you will get Studies at the top of the window. There search for Ehler Fisher Transform Indicator and click on it. Here, I use the SBIN script to set the example.

Ehler Fisher Transform Indicator

Then a small window will open with default period 10. Along with the period, there are EF (Ehler Fisher) and EF Trigger. As default colors, the EF is in white and the EF trigger is red here.

The indicator has these two lines EF and EF trigger. In this indicator, crossovers generate entry signals much like the stochastic oscillator’s fast and slow lines.

Ehler Fisher Transform Indicator In Zerodha Kite

Ehler Fisher Transform in Upstox

Here, I come to the second phase of the example in Upstox Pro. First, open a chart of your preferred script. Then, look at the left-up corner of the trading platform. You will get an indicator option. I’ve highlighted the section in a red border. On the search point, search for Ehler Fisher and you’re ready to go.

Ehler Fisher Transform in Upstox Pro

After clicking on the name, there a small window-like page will open. From here, you can customize the period, EF, and EF trigger colors like Zerodha kite.

Chart with Ehler Fisher in Upstox

Profit-Making Strategies with Ehler Fisher Transform Indicator

Many successful traders use the indicator for making huge profits. To demonstrate the strategies in simple ways, I broadly divide the section into two levels. One is for newbies and the other is for advanced professional traders.

Simple Trading Strategies

  • When the indicator crosses the zero level, a signal appears to change the trend and it indicates buy or sell.
  • Once the indicator crosses the zero from below, you may open a Long or buy position.
  • Reversely, when it crosses the zero line from above, you may try for a short or sell position.
  • Another method of exit is when the signal line (EF Trigger) crosses the Ehler Fisher (EF).
  • Oppositely, if the Ehler Fisher (EF) crosses the EF Trigger, traders may take entry.
Simple Trading Strategies

See the above ICICIBANK chart. There, the white straight line is the Zero line and traders can identify the entry-exit point by the crossover of EF and EF trigger.

Advanced Trading Strategies

  • The indicator values above +0.5 are overbought and therefore offer an opportunity to sell.
  • And the values below -0.5 are oversold and traders take the opportunity to buy.
  • The best usage of the Fisher transform indicator is in combination with other indicators to achieve better performance.
Entry Exit with Ehler Fisher Transform Indicator

Here, for example, purpose, I place SuperTrend along with Ehler Fisher. Now, look carefully at the above chart. The Supertrend is of Period 10 and Multiplier 3 and the EF is set at the default position. Now, when both the Supertrend and EF entry matches, we will take a buy position. And in the same way, close the position on the sell signal.

Now look, between the buy-sell signals of the Supertrend, the EF indicator creates many noises (Ups-Down) there. These ups and downs movements are not worth taking. Traders can make huge profits there if they ignore those noises.

Conclusion

However, these are some of the most significant information about the indicator. If you have an interest in the stock market, you may find the indicator the most useful one for making profits. And, it is advisable to use other indicators along with it to get more accuracy. For more profit-making information updates, follow the blog posts.

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